+1,470.2%
WAB vs STLA
+178.7%
+1,291.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.4% | +2.6% |
| 7D | +4.0% | -4.9% | +8.9% | +5.2% |
| 30D | +6.3% | -4.9% | +11.2% | +7.2% |
| 3M | +3.3% | -23.7% | +26.9% | +9.1% |
| 6M | +14.5% | -45.0% | +59.4% | +30.1% |
| YTD | +42.7% | -60.9% | +103.6% | +73.2% |
| 1Y | +45.2% | -58.9% | +104.1% | +73.7% |
| 3Y | +173.8% | -74.4% | +248.2% | +253.9% |
| 5Y | +223.8% | -71.5% | +295.3% | +299.3% |
| 10Y | +280.5% | +5.3% | +275.2% | +254.1% |
| All | +1,470.2% | +178.7% | +1,291.4% | +1,324.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling